Commodity Risk Specialist

7 days ago


Singapore The CAP Consulting Group Pte Ltd Full time

Job Description

The CAP Consulting Group Pte Ltd is seeking a highly skilled Risk Analyst to join their team in town. This exciting role will involve covering market risk estimated around 80% of the time, and credit risk about 20% of the time.

Key Responsibilities:

  • Perform Middle Office function such as trades and curve validation;
  • Understand concept of mark-to-market (Mtm) on physical commodity and derivative products;
  • Perform Profit and loss (Pnl) substantiation for both paper and physical exposure;
  • Generate portfolio risk exposure and Daily Mtm Pnl for both paper and physical portfolios;
  • Calculate and analyze daily risk report valuations including value at risk, stop loss, portfolio position and credit exposures and assess validity of values given knowledge of portfolio and market change;
  • Monitor trading limits and market risk of trading portfolio and hedging strategies;
  • Perform stress testing and scenario analysis;
  • General ad hoc analysis and reporting.

Requirements:

  • Degree in Finance/Economics/Statistics/Engineering with strong quantitative/mathematical background;
  • Professional risk qualification will be added advantage but this is not a must;
  • Has strong understanding in trading lifecycle front-to-end and physical/financial instruments (ie. Swap, future, option);
  • Analytical and meticulous;
  • Problem solver and able to perform under tight deadline;
  • Strong interpersonal skills;
  • Both independent and a team player;
  • Positive and strong sense of responsibility;
  • Strong computer skills (Office, VBA, SQL);
  • Proficient in English and Chinese;
  • Driven, positive with a can do attitude. Hands-on.


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